The Blades take on Ronald Koeman’s men at Bramall Lane tonight looking to book a place in the Capital One Cup semi-finals.
Southampton, despite having lost their last four games, sit fifth in the Premier League and are overwhelming favourites to book a place in the last four.
United, though, boast a wonderful Cup pedigree during 2014 after claiming three top-flight scalps in the two major knockout competitions plus two more from the Championship.
Such an impressive record is why the Saints will tread warily tonight amid what is likely to be a cauldron-like atmosphere at the Lane.
Clough said: “We have done well in the cups this year, but this is the biggest test so far. Southampton have, I think, the most to their game (of all the clubs United have faced in 2014), the most aspects, and even their set-plays are strong.
“They can play but they are also powerful. They are athletes and you notice that. If we can get through, I would say it would be on a par or better than anything else we have done.”
If United are looking for encouragement ahead of taking on a team that, on results, is the fifth best in the country right now, they did beat the club who sit two points higher in the Premier League as recently as August.
Clough’s men disposed of West Ham United on penalties after drawing 1-1 at Upton Park in an entertaining second-round tie.
Aston Villa and Fulham complete the hat-trick of top-flight scalps the Blades claimed in 2014 en route to being edged out at Wembley in an eight-goal thriller in the FA Cup semi-finals by Hull City.
United’s run to Wembley last term and their exploits in reaching the quarter-finals of the League Cup this time around suggest they are well suited to knockout football.
Clough, whose side were held to a 1-1 draw at Fleetwood Town on Saturday, said: “We have struggled in the league for the last five or six games a bit.
“In the cups, though, things have just carried on. Maybe there is more pressure in the league because we want promotion and league points are so precious.
“I realise that people ask, ‘How can you beat Villa and West Ham but not Notts County or Oldham?’ That is just football, I’m afraid.
“Crucially, things are going our way in the cups. There is a belief that we can compete and perhaps beat anyone. Aston Villa and West Ham instilled that.
“Then, the games against Leyton Orient and MK Dons (in the third and fourth rounds respectively) reinforced that.”
Reaching the last four of the FA Cup in 2013-14 was a huge achievement, its magnitude perhaps best illustrated by it being more than a century since a team from outside the top two divisions has battled through to the final.
United, who twice led against Hull, came within a whisker of usurping that record and Clough wants his players to use the memory of playing at Wembley as an incentive tonight.
He said: “To try and get back to Wembley is a motivation. We are three games away. We had an exceptional day (against Hull) despite the defeat but it still rankles a bit, those 10 minutes after half-time (when Hull scored twice to take a 3-2 lead).
“The motivation is there to try and get back and put that right. The players certainly have that appetite in the cups, irrespective of the opposition.
“We can just go out there and enjoy these cup ties. Basically, we are a League One team in the quarter-finals of the League Cup.
“We got to the semi-finals of the FA Cup last year and that is highly unusual. Maybe the lads haven’t had the credit for that but if we can take the next step in this competition then maybe they will.”
Southampton’s defeat at Burnley at the weekend was their fourth in a row, a run that has taken some of the shine off what had previously been a remarkable start for a team expected to struggle following so many high profile departures in the summer.
Clough, who will be without Cup-tied duo Paddy McCarthy and Chris O’Grady, added: “I asked the coaching staff on the bus coming back from Fleetwood how they would approach the game if they were Ronald Koeman. Some said, ‘After losing four on the spin, do anything to get a win’. Others said they would be looking at Everton on Saturday so we just don’t know how they will approach our game.
“I am not surprised by what Southampton have done but I think a few people are. They didn’t realise the quality of the players that were coming in.
“I don’t think many of their players will have experienced Bramall Lane before.
“There is more of an element of surprise these days (in cup games between Premier League teams and lower league opposition) because there are fewer players coming through the divisions.
“It is different football, different pitches and a different atmosphere. It is at our ground so, hopefully, that is one small thing in our favour.”
Blades target upset: Page 18.